The following pages link to astsa (Q22958):
Displaying 50 items.
- Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data (Q2425171) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
- Clustering of biological time series by cepstral coefficients based distances (Q2427375) (← links)
- Multiscale adaptive smoothing models for the hemodynamic response function in fMRI (Q2443156) (← links)
- Spectral decompositions of multiple time series: a Bayesian non-parametric approach (Q2443320) (← links)
- Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
- Non-regular estimation theory for piecewise continuous spectral densities (Q2469494) (← links)
- Detecting abrupt changes in a piecewise locally stationary time series (Q2482613) (← links)
- Modelling and forecasting mortality in Spain (Q2482741) (← links)
- Approximation of the principal components analysis of a stationary function (Q2489866) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Computing the covariance matrix of QML estimators for a state space model (Q2493868) (← links)
- Approximate singular values of the fractional difference and summation operators (Q2496637) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- A tutorial on variational Bayes for latent linear stochastic time-series models (Q2513823) (← links)
- Robust maximum-likelihood estimation of multivariable dynamic systems (Q2573905) (← links)
- Finite mixture modeling of Gaussian regression time series with application to dendrochronology (Q2628066) (← links)
- Measuring the bullwhip effect for supply chains with seasonal demand components (Q2630097) (← links)
- Book review of: R. Douc et al., Nonlinear time series. Theory, methods, and applications with R examples (Q2631386) (← links)
- Sequential non-stationary dynamic classification with sparse feedback (Q2654260) (← links)
- A hidden Markov model of credit quality (Q2654428) (← links)
- Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
- Modelling informative time points: an evolutionary process approach (Q2666050) (← links)
- Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
- Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- Iterate averaging, the Kalman filter, and 3DVAR for linear inverse problems (Q2679818) (← links)
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
- On the rate of convergence of a deep recurrent neural network estimate in a regression problem with dependent data (Q2692553) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- (Q2965995) (← links)
- Time Series Analysis and Its Applications (Q2968536) (← links)
- (Q3060353) (← links)
- Dynamic Energy Management (Q3296383) (← links)
- On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model (Q3305509) (← links)
- COUPLED NETWORK APPROACH TO PREDICTABILITY OF FINANCIAL MARKET RETURNS AND NEWS SENTIMENTS (Q3460677) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS (Q4563767) (← links)
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
- Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems (Q4591654) (← links)
- Complex network approach to fractional time series (Q4591761) (← links)
- Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (Q4634004) (← links)
- COMPARATIVE ARIMA MODELS FOR AGE-SPECIFIC FERTILITY RATES (Q4635427) (← links)
- Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques (Q4638776) (← links)
- Robust identification of harmonic oscillator parameters using the adjoint Fokker–Planck equation (Q4647186) (← links)
- Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach (Q4683675) (← links)
- (Q4954014) (← links)
